Well, consider the following situation.
You buy stock for company X at time T0. At time T1 (lets say, a few years later) the stock price has went up by 100%, in part, due to the company's successful launch of a new product. Value has been added to the economy. So, in this scenario, you have gained value due to the ownership of the stock, and no other party has lost value, since values was ADDED.
Therefore, it seems to be a matter of fact, not of opinion or belief, that the stock market is not a zero sum game.