STOCKHOLDERS' EQUITY AND EARNINGS PER SHARE - Black-Scholes Option-Pricing Model (Details)	12 Months Ended
Dec. 31, 2019	Dec. 31, 2018
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Expected stock price volatility	40.00%	40.00%
Risk-free interest rate	2.50%	2.30%
Expected term of options (in years)	5 years 6 months	5 years 6 months
Expected dividend yield	0.00%	0.00%
Discount for lack of marketability
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Alternative investment, measurement input	0.25	0.25

Value of input used to measure alternative investment.

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Line items represent financial concepts included in a table. These concepts are used to disclose reportable information associated with domain members defined in one or many axes to the table.

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

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Expected term of share-based compensation awards, in 'PnYnMnDTnHnMnS' format, for example, 'P1Y5M13D' represents the reported fact of one year, five months, and thirteen days.

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