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Stock Compensation - Key Assumptions as Part of Black-Scholes Option Pricing Model (Details)	3 Months Ended
	Mar. 31, 2013
Stock Options
Share based Compensation Arrangement by Share based Payment Award, Fair Value Assumptions, Method Used [Line Items]
Expected term (in years)	6 years
Risk-free interest rate	1.07%
Dividend yield	1.41%
Expected volatility	55.80%
SARs
Share based Compensation Arrangement by Share based Payment Award, Fair Value Assumptions, Method Used [Line Items]
Expected term (in years)	6 years
Risk-free interest rate	1.07%
Dividend yield	1.41%
Expected volatility	55.80%

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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