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Stock-Based Compensation Plans (Details) (USD $)
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12 Months Ended | ||
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May 31, 2013
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May 31, 2012
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May 31, 2011
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Performance Stock Options [Member]
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| Weighted-average assumptions used for valuation under the Black-Scholes model | |||
| Risk-free interest rate | 0.70% | 1.90% | |
| Dividend yield | 4.10% | 4.20% | |
| Volatility factor | 22.00% | 24.00% | |
| Expected option life in years | 4 years 9 months 18 days | 5 years 9 months 18 days | |
| Weighted-average grant-date fair value of stock options granted (per share) | $ 3.55 | $ 4.35 | |
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Employee Stock Option [Member]
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| Weighted-average assumptions used for valuation under the Black-Scholes model | |||
| Risk-free interest rate | 1.00% | 2.20% | 2.20% |
| Dividend yield | 4.30% | 4.20% | 4.20% |
| Volatility factor | 23.00% | 24.00% | 24.00% |
| Expected option life in years | 6 years 4 months 24 days | 6 years 4 months 24 days | 6 years 6 months |
| Weighted-average grant-date fair value of stock options granted (per share) | $ 3.77 | $ 4.46 | $ 4.02 |
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- Details
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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. Reference 1: http://www.xbrl.org/2003/role/presentationRef
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- Definition
Expected term of share-based compensation awards, in 'PnYnMnDTnHnMnS' format, for example, 'P1Y5M13D' represents the reported fact of one year, five months, and thirteen days. Reference 1: http://www.xbrl.org/2003/role/presentationRef
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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. Reference 1: http://www.xbrl.org/2003/role/presentationRef
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- Definition
The risk-free interest rate assumption that is used in valuing an option on its own shares. Reference 1: http://www.xbrl.org/2003/role/presentationRef
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- Definition
The weighted average grant-date fair value of options granted during the reporting period as calculated by applying the disclosed option pricing methodology. Reference 1: http://www.xbrl.org/2003/role/presentationRef
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