It depends if it is allowed (or, at least, not forbidden) by some law in the country where you plan to bring it back and sell it. There may be entry requirements for example (customs). There may be quarantine requirements. These change from country to country, including many countries who have absolutely nothing in the laws for this particular case. If they are under a COmmon Law regime, then you would be OK.
Of course, if there was the commission of a criminal offense (such as, for example, flying a rocket in a manner deemed to be criminally dangerous), maybe the rock would be seized as being goods obtained through the commission of a crime. That part is even more complicated.