stationary price in stock market

[alm]

hi
after using ADF test & zivot andrew test i found that:
in ADF test, price was stationary in intercept while the other 2 models ( just trend, intercept and trend) were non stationary, alos the dlog(price) was sationary in all 3 vesion as expected.
in zivot-andrews both daily price and return of stock market were stationary in all 3 versions
how can I infer them?

[startz]

If you found that the price of a stock was stationary (for a widely traded stock on one of the major western exchanges), you probably did something wrong.

[alm]

If you found that the price of a stock was stationary (for a widely traded stock on one of the major western exchanges), you probably did something wrong.

hi
no it wasn`t for a western exchange market!
but I really what to know how do you interpret these:
in ADF test, price was stationary in intercept while the other 2 models ( just trend, intercept and trend) were non stationary, also the return was sationary in all 3 vesion as expected.
in zivot-andrews both daily price and return of stock market were stationary in all 3 versions