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Assumptions Used in Black Scholes Model to Value Options Granted (Detail)	12 Months Ended
	Dec. 31, 2012	Dec. 31, 2011	Dec. 31, 2010
Share-based Compensation Arrangement by Share-based Payment Award [Line Items]
Risk free interest rate	0.81%	0.85%	2.02%
Expected life	5 years	5 years	5 years
Expected volatility	55.41%	58.26%	59.52%
Expected dividend yield	4.64%	0.51%	1.55%

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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