The most common and most likely answer to this crossword clue is the 5 letter word DAZED
I've seen this crossword clue in The Daily Telegraph
D
A
Z
E
D
More clues leading to the result DAZED
Buddy explains!

The straight part
We know that "Stunned" is the straight/definition part of the clue. The straight part is often a synonym or definition, in this case stunned = dazed.The cryptic/wordplay part
In cryptic crossword there's often an wordplay/cryptic part as well.This part involves a more complex hint, such as an anagram, homophone, hidden word, etc.
Sadly, We don't have an explanation for this specific crossword clue yet.
What does DAZED mean?
DAZED verb- To stun or stupefy, for example with bright light, with a blow, with cold, or with fear
- In a state of shock or confusion.
- Stunned.