This means your parcel has experienced an exception, which might be caused by several reasons. The most likely reasons are: returned to sender due to the incomplete address/customs clearance issue/restricted goods/infringing goods/lost or damaged, etc.
The reason for the returning of your parcel is written on the parcel. The sender can inform you further about this. The sender can also start a formal investigation into the whereabouts of your parcel with the company responsible for shipping in his/her country.