Stock-Based Compensation (Details 2) (MSUs, Monte Carlo simulation)	9 Months Ended
Mar. 28, 2015	Mar. 29, 2014
MSUs \| Monte Carlo simulation
Valuation Assumptions
Volatility (as a percent)	40.80%	53.90%
Average volatility of peer companies (as a percent)	53.40%	58.60%
Average correlation coefficient of peer companies	0.2156	0.2920
Risk-free interest rate (as a percent)	0.60%	0.80%

The assumption of average correlation coefficient of peer companies that is used in valuing an option or stock unit on its own shares.

No definition available.

+ Details

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- Definition

The assumption of average volatility of peer companies that is used in valuing an option or stock unit on its own shares.

+ References

No definition available.

+ Details

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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.

+ References

Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 718

-SubTopic 10

-Section 50

-Paragraph 2

-Subparagraph (f)(2)(ii)

-URI http://asc.fasb.org/extlink&oid=6415400&loc=d3e5070-113901

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- Definition

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

+ References

Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 718

-SubTopic 10

-Section 50

-Paragraph 2

-Subparagraph (f)(2)(iv)

-URI http://asc.fasb.org/extlink&oid=6415400&loc=d3e5070-113901

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