Speed dial: "favorites.db" and "favorites.db-journal" and if you want to backup the speed dial thumbnails as well also backup "thumbnails.db" and "thumbnails.db-journal"
Stash: "stash.db" and "stash.db-journal"
Bookmark bar: "Bookmarks" and "Bookmarks.bak" and "bookmarks.db-journal"
For a full profile backup (Opera Stable), copy the entire folder: C:\Users(Your User)\AppData\Roaming\Opera Software\Opera Stable
I hope a backup tool will appear for opera 20+