XML 49 R35.htm IDEA: XBRL DOCUMENT

Note 2 - Stock-Based Compensation and Stock Option Activity (Detail) - Weighted Average Assumptions Used For The Black-Scholes Valuation Mode	12 Months Ended
	Dec. 31, 2012	Dec. 31, 2011
Expected dividends	0.00%
Expected life (in years)	10 years
Stock Options [Member]
Risk-free interest rate	1.00%	1.95%
Expected volatility	52.00%	50.00%
Expected dividends	0.00%	0.00%
Expected life (in years)	4 years 328 days	5 years 292 days

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.

+ References+ Details