June is when warming weather has people looking forward to the simple pleasures of backyard barbecues and days at the beach.

For the stock market, though, simple pleasures have been tough to come by in June.

In fact, the Dow Jones industrial average in June has been down 0.6% on average in the past 20 years and down 0.4% on average during the past 50 years, according to Bespoke.

This year, with the bull market aging and the threat of higher interest rates looming on the horizon, investors have even more reason to be edgy.

Here are five things investors need to know for June.

1. It's all about the data.

Since the Federal Reserve has made it pretty clear it that this won't be the month that it finally starts raising interest rates, the focus this month is going to be on incoming economic data and what clues each report will give about just when the central bank will finally start tightening the screws on monetary policy.

The Fed had to shelve its June rate-hike plan because the economic readings took a turn for the worse earlier in the year. The nasty winter weather, a port strike out west and a super-strong U.S. dollar that hurt sales of U.S. exporters cooled off the economy. Friday, the government said the economy actually contracted in the first three months of the year.

2. The month has had some consistent winning stocks.

Going back five years, there are ten stocks in the Standard & Poor's 500 index that have not only beaten that market benchmark every June, but posted average gains during the month of 4% or more. That's in just 30 days. Some years, a 4% gain would have been welcome relief for investors. Check out those ten winners here.

3. The tech stock world has two big events.

First Apple holds its Worldwide Developers Conference in San Francisco starting June 8. The following week, the video game industry kicks off its signature event, the Electronic Entertainment Expo, in Los Angeles.

4. Japan's stock market is packing momentum going into the month.

The Nikkei is up nearly 16% this year thanks to a mixture of stellar corporate earnings and monetary rocket fuel. Some analysts see gains of up to 10% more ahead.

5. One popular June event isn't happening as much and that could put a drag on future economic growth.

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