The stock market put the brakes on the Dow Jones Industrial Average's (DJINDICES:^DJI) hot streak today, as the Dow finished lower for only the second time in its last nine sessions. Even with U.S. factory orders gaining more than expected in April -- advancing 0.7% -- Wall Street couldn't justify sending stocks to record highs for a third consecutive day. With Wal-Mart (NYSE:WMT) and 18 of its blue-chip peers all finishing in the red, the Dow lost 21 points, or 0.1%, to end at 16,722. Melco Crown Entertainment (NASDAQ:MLCO) and Conn's (NASDAQ:CONN) also ended the day as notable laggards -- even though yesterday they were some of Wall Street's most brilliantly shining stars.

Mo' money, mo' problems
While Wal-Mart's 0.1% loss today is certainly insubstantial, the world's largest big-box retailer faces some gargantuan challenges that every Wal-Mart investor should be aware of. The most obvious threat to its business is, which has more than tripled its yearly revenue in the last five years (Wal-Mart's annual revenue was up just 16.7% in the same period). But if Amazon is the elephant in the room, the other large mammal in the room is the issue of labor costs and employee treatment. Wal-Mart is currently fighting allegations that it illegally punished workers who went on strike for higher pay in 2012 and 2013. Similar strikes are expected to occur again tomorrow in more than 20 cities, as the company holds its annual shareholder meeting.

Melco's 5-star-rated Altira Macau. Source: Melco Crown Entertainment.

Shares of a company making its bread and butter halfway across the world -- the Hong-Kong based Melco Crown Entertainment -- shed 5.9% today. Stock in the Macau casino operator enjoyed a 3.3% rally just yesterday, on the heels of robust Chinese manufacturing numbers. But just 24 hours later, Macau casinos were dealt a bad hand: gaming revenue increased by 9.3% last month in Macau. While that's the kind of growth Las Vegas casinos would be drooling over, the enormously high expectations for Macau made the number a disappointment.

Electronics and consumer goods retailer Conn's also had a rough go of it today, losing 3.1% by the sound of the closing bell. Unlike Wal-Mart and Melco Crown, Conn's fell despite a lack of looming threats, subpar May numbers, and mammals in the room. In fact, Conn's stock rallied 6.9% yesterday on the heels of a blowout first-quarter report in which same-store sales jumped 15.6% and customer credit improved. Today's pullback shouldn't concern long-term investors, especially after the company's most recent impressive quarter.