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Note 11 - Stock-Based Compensation (Detail) - Black-Scholes Option-Pricing Model Assumptions:	12 Months Ended
	Aug. 31, 2012	Aug. 31, 2011
Dividend yield	0.00%	0.00%
Expected volatility	48.80%	49.20%
Expected life of option	5 years	5 years
Weighted average risk-free interest rate	1.31%	1.31%

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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