The short answer: No. It's not a stroke. There is no penalty.
Explanation: A ball is not considered in play until a stroke has been made, so when it's sitting on the tee, it's not yet in play. A waggle of the club, or shaky hands, or any similar move that results in bumping the ball off the tee is not a stroke. Intent is the key - remember, a swing is only a stroke if the intent was to hit the ball (see "Does a whiff count as a stroke?").
There is no penalty, it does not count as a stroke, and the ball is re-teed and played (see Rule 11-3).
Here's a scenario in which it would, however, add a stroke to your score: You address the ball, take a mighty rip - and look down to see the ball sitting untouched on the tee. Your intent was to the hit the ball, so even though you missed, it's a stroke. Because you've taken a stroke, the ball is now in play, even though it's still sitting on the tee.
So you address the ball a second time, and in waggling the club bump the ball off the tee. Guess what - now it counts as a stroke (even though you didn't take a stroke) because Rule 18-2a applies. Because the ball was in play, you must assess a penalty stroke for touching a ball at rest with your equipment.
If this scenario ever happens to you, we strongly recommend taking up tennis.
