Note 9 - Share-based Compensation and Other Benefit Plan - Assumptions Used in Black-Scholes Option-Pricing Model (Details) |
12 Months Ended | ||
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Jun. 30, 2017 |
Jun. 30, 2016 |
Jun. 30, 2015 |
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| Dividend yield | 1.20% | 1.20% | 1.30% |
| Expected volatility | |||
| Risk-free interest rates | |||
| Expected lives (years) (Year) | 5 years | 5 years | 5 years |
| Minimum [Member] | |||
| Expected volatility | 21.00% | 20.00% | 18.00% |
| Risk-free interest rates | 1.00% | 1.20% | 1.30% |
| Maximum [Member] | |||
| Expected volatility | 24.00% | 23.00% | 21.00% |
| Risk-free interest rates | 1.90% | 1.90% | 2.20% |
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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 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 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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