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Stock-based compensation - Weighted Average Assumptions (Details)
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12 Months Ended | ||
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Dec. 31, 2012
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Dec. 31, 2011
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Dec. 31, 2010
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Tecogen
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| Share-based Compensation Arrangement by Share-based Payment Award [Line Items] | |||
| Expected life | 6 years 3 months | 6 years 3 months | 5 years |
| Risk-free interest rate | 0.70% | 2.46% | 2.46% |
| Expected volatility, Minimum | 35.90% | 33.80% | |
| Expected volatility, Maximum | 36.00% | 35.50% | |
| Expected volatility | 33.30% | ||
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Ilois
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| Share-based Compensation Arrangement by Share-based Payment Award [Line Items] | |||
| Expected life | 6 years 3 months | 6 years 3 months | |
| Risk-free interest rate | 2.03% | 2.03% | |
| Expected volatility | 36.10% | 34.20% | |
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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 estimated measure of the maximum 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. No definition available.
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- Definition
The estimated measure of the minimum 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. No definition available.
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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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- Details
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