Stock-Based Compensation - Valuation Assumptions (Details) |
12 Months Ended | ||
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Jun. 27, 2026 |
Jun. 28, 2025 |
Jun. 29, 2024 |
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| MSUs | Monte Carlo simulation | |||
| Valuation Assumptions | |||
| Expected volatility | 38.30% | 37.60% | 34.80% |
| Average volatility of peer companies | 63.10% | 66.80% | 65.80% |
| Average correlation coefficient of peer companies | 0.1873 | 0.2053 | 0.2305 |
| Risk-free interest rate | 3.70% | 3.90% | 4.90% |
| Employee Stock Purchase Plan | BSM | |||
| Valuation Assumptions | |||
| Expected term (in years) | 6 months | 6 months | 6 months |
| Expected volatility | 40.50% | 42.60% | 29.80% |
| Risk-free interest rate | 3.90% | 4.70% | 5.30% |
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- References No definition available.
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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/disclosureRef
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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/disclosureRef
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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. Reference 1: http://www.xbrl.org/2003/role/disclosureRef
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- Definition The assumption of average correlation coefficient of peer companies that is used in valuing an option or stock unit on its own shares. No definition available.
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- Definition The assumption of average volatility of peer companies that is used in valuing an option or stock unit on its own shares. No definition available.
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