Stock-based Compensation Assumptions Used in Black-Scholes Option Valuation Model (Details)	12 Months Ended
Sep. 30, 2021	Sep. 30, 2020	Sep. 30, 2019
Stock Based Compensation Activity [Line Items]
Risk-free interest rate	0.60%	1.67%	2.77%
Employee Stock Option
Stock Based Compensation Activity [Line Items]
Expected life of option (years)	6 years 6 months	6 years 6 months	6 years 4 months 24 days
Expected volatility of the Company's stock	27.60%	22.40%	21.80%
Expected dividend yield on the Company's stock	2.28%	2.49%	3.29%

Stock Based Compensation Activity [Line Items]

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- Definition

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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- 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.

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- Definition

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

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- Definition

Expected term of award under share-based payment arrangement, in 'PnYnMnDTnHnMnS' format, for example, 'P1Y5M13D' represents reported fact of one year, five months, and thirteen days.

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