Is it legal for security guard to stop you to check your receipt?

Literally just after paying and getting my receipt he went to me asking for my receipt, first time it happent to me (I forgot one items in my carts which was a very cheap one too). I gave him my receipt he said it was just a random check but did not even check my carts, he looked at my receipt and looked at my carts but without moving anything while my carts was full so it's impossible to check it this ways.

It's so weird

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Is it legal for security guard to stop you to check your receipt?
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