ORDINARY SHARE AND SHARE INCENTIVE PLANS - Dividend Yield, Black-Scholes Assumptions and Unrecognized Compensation Cost (Details)	12 Months Ended
Dec. 31, 2020	Dec. 31, 2016
Black-Scholes option pricing model with the assumptions
Expected term in years	4 years 3 months	4 years 9 months
Weighted average risk-free interest rate	0.30%	1.30%
Expected dividend rate	0.00%	0.00%
Volatility	41.72%	51.60%

No definition available.

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- Definition

The estimated dividend rate (a percentage of the share price) to be paid (expected dividends) to holders of the underlying shares over the option's term.

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- Definition

The estimated measure of the percentage by which a share price is expected to fluctuate during a period. Volatility also may be defined as a probability-weighted measure of the dispersion of returns about the mean. The volatility of a share price is the standard deviation of the continuously compounded rates of return on the share over a specified period. That is the same as the standard deviation of the differences in the natural logarithms of the stock prices plus dividends, if any, over the period.

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- Definition

The risk-free interest rate assumption that is used in valuing an option on its own shares.

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- Definition

Expected term of award under share-based payment arrangement, in 'PnYnMnDTnHnMnS' format, for example, 'P1Y5M13D' represents reported fact of one year, five months, and thirteen days.

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-Name Accounting Standards Codification
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